+8,487.5%
JNJ vs CRS
+9,808.7%
-1,321.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.3% | -1.8% |
| 7D | -0.8% | -3.1% | +2.3% | -0.4% |
| 30D | +4.3% | -19.6% | +23.9% | +6.7% |
| 3M | +16.5% | -8.1% | +24.6% | +17.2% |
| 6M | +13.1% | +18.6% | -5.4% | +10.4% |
| YTD | +32.1% | +45.9% | -13.7% | +25.8% |
| 1Y | +54.5% | +82.5% | -28.0% | +42.9% |
| 3Y | +82.5% | +648.9% | -566.4% | +40.3% |
| 5Y | +80.0% | +1,438.1% | -1,358.1% | +23.8% |
| 10Y | +195.7% | +1,327.0% | -1,131.3% | +90.2% |
| All | +8,487.5% | +9,808.7% | -1,321.2% | +3,250.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CRS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling